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An additive achievement scalarizing function for multiobjective programming problems
Authors:Francisco Ruiz  Mariano Luque  Francisca Miguel  María del Mar Muñoz
Institution:Department of Applied Economics (Mathematics), University of Málaga, Calle Ejido, 6, 29071-Málaga, Spain
Abstract:The success of the reference point scheme within interactive techniques for multiobjective programming problems is unquestionable. However, so far, the different achievement scalarizing functions are, more or less, extensions of the Tchebychev distance. The reason for this is the ability of this function to determine efficient solutions and to support every efficient solution of the problem. For the same reasons, no additive scheme has yet been used in reference point-based interactive methods. In this paper, an additive achievement scalarizing function is proposed. Theoretical results prove that this function supports every efficient solution, and conditions are given under which the efficiency of each solution is guaranteed. Some examples and computational tests show the different behaviours of the Tchebychev and additive approaches, and an additive reference point interactive algorithm is proposed.
Keywords:Multiple objective programming  Achievement scalarizing functions  Interactive methods
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